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DV01

It stands for dollar value of one basis point; DV01 captures the effect of a one-basis movement in interest rates...

DVDZ

It stands for dollar value dollar spot; a special case of DV01 that represents a change in the price of...

DPDZ

It stands for dollar price dollar spot; a special case of DV01 that represents a change in the price of...

DPDF

It stands for dollar price dollar forward; a special case of DV01 that represents a change in the price of...

DVDF

It stands for dollar value dollar forward; a special case of DV01 that represents a change in the price of...

Yield-Based DV01

A special case of DV01 (actually it is similar to DV01), but it is based on the assumption that the...

Yield Value of a 32nd

A measure of dollar price volatility of a Treasury security that calculates the Treasury security’s yield in response to a...

Repurchase Agreement

Also a repo agreement, it is a financing transaction that mainly involves government securities, where a dealer or a holder...

Negative Duration Gap

The negative value of duration gap that results when the duration of assets is less than the duration of liabilities...

Negative Financial Leverage

A financial leverage that negatively impacts return on equity (ROE). A firm with any amount of debt is said to...